-57.6%
HUBS vs CART
+40.2%
-97.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +8.3% | +1.3% | +7.0% | +7.9% |
| 30D | -4.0% | +19.2% | -23.1% | -9.2% |
| 3M | -9.7% | +17.6% | -27.2% | -14.3% |
| 6M | +21.4% | +47.4% | -26.0% | +8.4% |
| YTD | -45.9% | +30.9% | -76.7% | -50.8% |
| 1Y | -44.4% | +46.0% | -90.4% | -50.5% |
| 3Y | -49.7% | +130.3% | -180.0% | -59.3% |
| All | -57.6% | +40.2% | -97.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling